[Une estimée de Schauder pour des EDPs stochastiques]
Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued Hölder spaces, we establish a sharp Schauder theory. The existence and uniqueness of solutions to the Cauchy problem is obtained.
Nous considérons des équations aux dérivées partielles stochastiques, du type parabolique et à coefficients aléatoires dans des espaces de Hölder à valeurs vectorielles. Nous obtenons une estimée de Schauder optimale, puis nous utilisons cette estimée pour prouver l'existence et l'unicité de la solution du problème de Cauchy.
Accepté le :
Publié le :
Du, Kai 1 ; Liu, Jiakun 1
@article{CRMATH_2016__354_4_371_0,
author = {Du, Kai and Liu, Jiakun},
title = {A {Schauder} estimate for stochastic {PDEs}},
journal = {Comptes Rendus. Math\'ematique},
pages = {371--375},
year = {2016},
publisher = {Elsevier},
volume = {354},
number = {4},
doi = {10.1016/j.crma.2016.01.010},
language = {en},
url = {https://www.numdam.org/articles/10.1016/j.crma.2016.01.010/}
}
TY - JOUR AU - Du, Kai AU - Liu, Jiakun TI - A Schauder estimate for stochastic PDEs JO - Comptes Rendus. Mathématique PY - 2016 SP - 371 EP - 375 VL - 354 IS - 4 PB - Elsevier UR - https://www.numdam.org/articles/10.1016/j.crma.2016.01.010/ DO - 10.1016/j.crma.2016.01.010 LA - en ID - CRMATH_2016__354_4_371_0 ER -
Du, Kai; Liu, Jiakun. A Schauder estimate for stochastic PDEs. Comptes Rendus. Mathématique, Tome 354 (2016) no. 4, pp. 371-375. doi: 10.1016/j.crma.2016.01.010
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